Počet záznamů: 1
Mixed-correlated ARFIMA processes for power-law cross-correlations
SYS 0395342 LBL 01919^^^^^2200289^^^450 005 20240103202847.2 014 $a 000326766400029 $2 WOS 017 70
$a 10.1016/j.physa.2013.08.041 $2 DOI 100 $a 20130919d m y slo 03 ba 101 0-
$a eng $d eng 102 $a NL 200 1-
$a Mixed-correlated ARFIMA processes for power-law cross-correlations 215 $a 10 s. $c P 463 -1
$1 001 cav_un_epca*0257423 $1 011 $a 0378-4371 $e 1873-2119 $1 200 1 $a Physica. A : Statistical Mechanics and its Applications $v Roč. 392, č. 24 (2013), s. 6484-6493 $1 210 $c Elsevier 610 0-
$a power-law cross-correlations 610 0-
$a long-term memory 610 0-
$a econophysics 700 -1
$3 cav_un_auth*0256902 $a Krištoufek $b Ladislav $i Ekonometrie $j Department of Econometrics $k E $l E $p UTIA-B $w Department of Econometrics $4 070 $T Ústav teorie informace a automatizace AV ČR, v. v. i. 856 $u http://library.utia.cas.cz/separaty/2013/E/kristoufek-mixed-correlated arfima processes for power-law cross-correlations.pdf
Počet záznamů: 1